Anic Equity¶

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Total return since start: 0.569 %¶

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Equity now: -----------------------------> 47941.71 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46546.83 Kr¶

PnL: ---------------------------------------> -341.74 Kr¶

DD now: ---------------------------------> -1.415 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-16 09:07:37.984421'

Anic Portfolio¶

Today¶

Return: 0.859 %¶

This Week¶

Return: 0.859 %¶

Total¶

Return: 56.949 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Beijer Electronics Group 26 0.660000 3156.400000 185.400000 6.240000 2971.000006
HEBA B 70 0.250000 2800.000000 164.000000 6.220000 2636.000010
Samhällsbyggnadsbo. i Norden B 20 1.460000 431.200000 76.200000 21.460000 355.000000
Corem Property Group B 59 1.100000 650.180000 73.180000 12.680000 576.999999
FM Mattsson Mora Group B 50 1.690000 3000.000000 73.000000 2.490000 2927.000000
HMS Networks 2 0.390000 714.800000 41.800000 6.210000 673.000000
Nordea Bank Abp 29 1.060000 3485.800000 31.800000 0.920000 3453.999992
Boozt 12 0.650000 1681.200000 27.200000 1.640000 1653.999996
Essity A 4 0.860000 1168.000000 19.000000 1.650000 1149.000000
Samhällsbyggnadsbo. i Norden D 12 1.200000 262.320000 16.320000 6.630000 246.000000
Intrum 4 1.800000 542.000000 15.000000 2.850000 527.000000
Eastnine 4 0.000000 505.600000 14.600000 2.970000 491.000000
Midsona B 63 0.850000 597.240000 14.240000 2.440000 582.999984
Essity B 2 1.910000 587.400000 13.400000 2.330000 574.000000
Karnov Group 9 -0.490000 549.000000 13.000000 2.430000 536.000004
OEM International B 7 0.650000 540.400000 12.400000 2.350000 527.999997
Resurs Holding 22 0.110000 585.640000 11.640000 2.030000 573.999998
Norva24 Group 16 -0.060000 552.960000 9.960000 1.830000 543.000000
Coor Service Management Hold. 8 -1.320000 538.800000 6.800000 1.280000 532.000000
Handelsbanken A 5 1.240000 552.500000 6.500000 1.190000 546.000000
MedCap 2 0.470000 426.000000 5.000000 1.190000 421.000000
AcadeMedia 12 -0.040000 561.120000 4.120000 0.740000 557.000004
Creaspac SPAC 6 0.310000 580.800000 3.800000 0.660000 577.000002
Securitas B 6 0.660000 567.360000 -2.640000 -0.460000 570.000000
Swedbank A 3 0.000000 561.000000 -3.000000 -0.530000 564.000000
CTEK 13 0.880000 522.470000 -11.530000 -2.160000 533.999999
Fastighetsbolag. Emilshus Pref 21 -2.430000 548.100000 -13.900000 -2.470000 562.000005
SAAB B 8 0.880000 3311.200000 -65.800000 -1.950000 3377.000000
International Petroleum Corp. 5 0.580000 523.500000 -71.070000 -11.950000 594.565215
Vivesto 1368 -0.620000 530.240000 -82.760000 -13.500000 612.999432
OX2 18 2.350000 1570.500000 -93.500000 -5.620000 1663.999992
Sampo Oyj SDB 7 -0.190000 3755.500000 -94.500000 -2.450000 3850.000000
Axfood 13 0.440000 3571.100000 -184.900000 -4.920000 3756.000001
Ovzon 52 4.170000 3120.000000 -242.000000 -7.200000 3361.999992
Fasadgruppen Group 35 0.910000 3496.500000 -314.500000 -8.250000 3810.999990
TOTAL 46546.830000 -341.740000 -1.41514% 46888.564618

Updated:¶

'2023-01-16 09:07:50.569394'
None

Last optimization/rebalancing:¶

'2023-01-14'

Next optimization/rebalancing:¶

'2023-02-23'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶